A remark on conditions that a diffusion in the natural scale is a martingale

Yuuki Shimizu; Fumihiko Nakano

A remark on conditions that a diffusion in the natural scale is a martingale

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Abstract

We consider a diffusion processes {X_t} on an interval in the natural scale. Some results are known under which {X_t} is a martingale, and we give simple and analytic proofs for them.

Original language	English
Pages (from-to)	385-391
Number of pages	7
Journal	Osaka Journal of Mathematics
Volume	55
Issue number	2
Publication status	Published - 2018 Apr
Externally published	Yes

ASJC Scopus subject areas

Mathematics(all)

Cite this

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A remark on conditions that a diffusion in the natural scale is a martingale

Abstract

ASJC Scopus subject areas

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